+3,860.6%
CLS vs FWONK
+97.7%
+3,762.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.5% |
| 7D | +10.9% | +0.1% | +10.9% | +10.9% |
| 30D | +2.1% | -7.7% | +9.8% | +5.4% |
| 3M | -10.2% | +5.7% | -15.9% | -13.3% |
| 6M | +30.4% | +13.5% | +16.9% | +21.0% |
| YTD | +17.2% | -3.0% | +20.2% | +16.9% |
| 1Y | +41.0% | -6.4% | +47.4% | +42.6% |
| 3Y | +1,338.0% | +43.8% | +1,294.1% | +1,053.1% |
| All | +3,860.6% | +97.7% | +3,762.9% | +1,861.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FWONK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling